sgbrfs (l) - Linux Manuals

sgbrfs: improves the computed solution to a system of linear equations when the coefficient matrix is banded, and provides error bounds and backward error estimates for the solution

NAME

SGBRFS - improves the computed solution to a system of linear equations when the coefficient matrix is banded, and provides error bounds and backward error estimates for the solution

SYNOPSIS

SUBROUTINE SGBRFS(

TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )

    

CHARACTER TRANS

    

INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS

    

INTEGER IPIV( * ), IWORK( * )

    

REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )

PURPOSE

SGBRFS improves the computed solution to a system of linear equations when the coefficient matrix is banded, and provides error bounds and backward error estimates for the solution.

ARGUMENTS

TRANS (input) CHARACTER*1

Specifies the form of the system of equations:
= aqNaq: A * X = B (No transpose)
= aqTaq: A**T * X = B (Transpose)
= aqCaq: A**H * X = B (Conjugate transpose = Transpose)

N (input) INTEGER

The order of the matrix A. N >= 0.

KL (input) INTEGER

The number of subdiagonals within the band of A. KL >= 0.

KU (input) INTEGER

The number of superdiagonals within the band of A. KU >= 0.

NRHS (input) INTEGER

The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

AB (input) REAL array, dimension (LDAB,N)

The original band matrix A, stored in rows 1 to KL+KU+1. The j-th column of A is stored in the j-th column of the array AB as follows: AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).

LDAB (input) INTEGER

The leading dimension of the array AB. LDAB >= KL+KU+1.

AFB (input) REAL array, dimension (LDAFB,N)

Details of the LU factorization of the band matrix A, as computed by SGBTRF. U is stored as an upper triangular band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1.

LDAFB (input) INTEGER

The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.

IPIV (input) INTEGER array, dimension (N)

The pivot indices from SGBTRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i).

B (input) REAL array, dimension (LDB,NRHS)

The right hand side matrix B.

LDB (input) INTEGER

The leading dimension of the array B. LDB >= max(1,N).

X (input/output) REAL array, dimension (LDX,NRHS)

On entry, the solution matrix X, as computed by SGBTRS. On exit, the improved solution matrix X.

LDX (input) INTEGER

The leading dimension of the array X. LDX >= max(1,N).

FERR (output) REAL array, dimension (NRHS)

The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error.

BERR (output) REAL array, dimension (NRHS)

The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).

WORK (workspace) REAL array, dimension (3*N)

IWORK (workspace) INTEGER array, dimension (N)

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

PARAMETERS

ITMAX is the maximum number of steps of iterative refinement.